On the extended two-parameter generalized skew-normal distribution

We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

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Year of publication:	2015
Authors:	Ogundimu, Emmanuel O. ; Hutton, Jane L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 142-148
Publisher:	Elsevier
Subject:	Hidden truncation \| Sample selection \| Extended skew-normal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263163